From b7549def5867c6aba6231ea74359cfe84990ee25 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 22 四月 2024 14:56:23 +0800
Subject: [PATCH] bug修复
---
l2/l2_transaction_data_processor.py | 142 +++++++++++++++++++---------------------------
1 files changed, 59 insertions(+), 83 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index 406cd94..a495a43 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -2,18 +2,16 @@
import time
from code_attribute import gpcode_manager
-from l2 import l2_data_util, l2_data_manager, l2_data_source_util, transaction_progress
+from l2 import l2_data_util, l2_data_manager, transaction_progress
from l2.cancel_buy_strategy import FCancelBigNumComputer, LCancelBigNumComputer, LCancelRateManager, \
- GCancelBigNumComputer, SecondCancelBigNumComputer, HourCancelBigNumComputer
+ GCancelBigNumComputer, SCancelBigNumComputer, HourCancelBigNumComputer
from l2.l2_data_manager_new import L2TradeDataProcessor
-from l2.l2_data_util import L2DataUtil, local_today_canceled_buyno_map
-from l2.l2_transaction_data_manager import HuaXinTransactionDataManager
+from l2.l2_data_util import L2DataUtil
+from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, HuaXinSellOrderStatisticManager
from log_module import async_log_util
from log_module.log import hx_logger_l2_debug, logger_l2_trade_buy_queue, logger_debug, hx_logger_l2_upload
-from msg import push_msg_manager
-from trade import current_price_process_manager, trade_manager
+from trade import current_price_process_manager
from trade.deal_big_money_manager import DealOrderNoManager
-from utils import tool
class HuaXinTransactionDatasProcessor:
@@ -27,48 +25,56 @@
d = datas[i]
buy_no = f"{d[6]}"
if buyno_map and buy_no in buyno_map:
- async_log_util.info(hx_logger_l2_debug, f"{code}鎴愪氦杩涘害锛歿buyno_map[buy_no]['index']}")
buy_progress_index = buyno_map[buy_no]["index"]
break
return buy_progress_index
@classmethod
def process_huaxin_transaction_datas(cls, code, datas):
+ __start_time = time.time()
# 璁剧疆鎴愪氦浠�
current_price_process_manager.set_trade_price(code, datas[-1][1])
total_datas = l2_data_util.local_today_datas.get(code)
- __start_time = time.time()
+ use_time_list = []
try:
buyno_map = l2_data_util.local_today_buyno_map.get(code)
- if not buyno_map:
- if trade_manager.CodesTradeStateManager().get_trade_state(
- code) != trade_manager.TRADE_STATE_NOT_TRADE:
- l2_data_util.load_l2_data(code)
- buyno_map = l2_data_util.local_today_buyno_map.get(code)
if buyno_map is None:
buyno_map = {}
order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)
+ # 鏄惁宸茬粡涓嬪崟
+ is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos)
- if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
- # 宸茬粡涓嬪崟鐨勯渶瑕佺粺璁鎾�
- try:
- for d in datas:
- if FCancelBigNumComputer().need_cancel(d)[0]:
- L2TradeDataProcessor.cancel_buy(code, f"F鎾ゆ挙鍗�:{d}")
- order_begin_pos = None
- break
- except Exception as e:
- async_log_util.error(hx_logger_l2_debug, str(e))
- try:
- # 涓嬪崟2s鍚庢墠寮�濮嬬敓鏁�
- cresult = LCancelBigNumComputer().add_transaction_datas(code, datas)
- if cresult[0]:
- L2TradeDataProcessor.cancel_buy(code, f"L鍚庢垚浜ゅお蹇挙鍗�:{cresult[1]}")
- order_begin_pos = None
- except Exception as e:
- async_log_util.error(hx_logger_l2_debug, str(e))
+ big_sell_order_info = None
+ try:
+ limit_up_price = gpcode_manager.get_limit_up_price(code)
+ if limit_up_price:
+ limit_up_price = round(float(limit_up_price), 2)
+ # 缁熻鍗栧崟
+ big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas, limit_up_price)
+ _start_time = time.time()
+ use_time_list.append(("澶勭悊鍗栧崟鎴愪氦鏁版嵁", _start_time - __start_time))
+ if is_placed_order:
+ need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
+ big_sell_order_info,
+ order_begin_pos)
+ if need_cancel:
+ cancel_msg = f"S鎾�:{cancel_msg}"
+ if not need_cancel:
+ need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code, big_sell_order_info,
+ order_begin_pos)
+ if need_cancel:
+ L2TradeDataProcessor.cancel_buy(code, cancel_msg)
+
+ # GCancelBigNumComputer().set_big_sell_order_info(code, big_sell_order_info)
+ use_time_list.append(("澶勭悊鍗栧崟鐩稿叧鎾ゆ暟鎹�", time.time() - _start_time))
+ _start_time = time.time()
+ except Exception as e:
+ async_log_util.error(logger_debug, f"鍗栧崟缁熻寮傚父锛歿big_sell_order_info}")
+ logger_debug.exception(e)
+
+ _start_time = time.time()
# 璁＄畻宸茬粡鎴愪氦鐨勫ぇ鍗�
big_money_count = 0
for d in datas:
@@ -77,7 +83,7 @@
if data:
buy_num = data["val"]["num"] * 100
# 缁熻鎴愪氦鍗�
- deal_info = HuaXinTransactionDataManager.statistic_deal_desc(code, d, buy_num)
+ deal_info = HuaXinBuyOrderManager.statistic_deal_desc(code, d, buy_num)
if deal_info and deal_info[1]:
data = buyno_map.get(f"{deal_info[0]}")
print("宸茬粡鎴愪氦绱㈠紩锛�", data["index"])
@@ -86,7 +92,11 @@
big_money_count += 1
DealOrderNoManager().add_orderno(code, f"{deal_info[0]}")
# L鍚庢槸鍚︽湁鎴愪氦锛屽鏋滄湁鎴愪氦灏遍渶瑕侀櫎鍘诲綋鍓嶇瑪鏁帮紝鐒跺悗閲嶆柊鍥婃嫭涓�绗�
- LCancelBigNumComputer().add_deal_index(code, data["index"], order_begin_pos.buy_single_index)
+ # 鏆傛椂涓嶉渶瑕佽繖绉嶅鏉傜殑鏈哄埗
+ # LCancelBigNumComputer().add_deal_index(code, data["index"], order_begin_pos.buy_single_index)
+
+ use_time_list.append(("缁熻涔板崟鏁版嵁", time.time() - _start_time))
+ _start_time = time.time()
if big_money_count > 0:
LCancelRateManager.compute_big_num_deal_rate(code)
@@ -95,67 +105,33 @@
if buy_progress_index is not None:
buy_progress_index_changed = cls.__TradeBuyQueue.set_traded_index(code, buy_progress_index,
total_datas)
-
async_log_util.info(logger_l2_trade_buy_queue, "鑾峰彇鎴愪氦浣嶇疆鎴愬姛锛� code-{} index-{}", code,
buy_progress_index)
+ if is_placed_order:
+ GCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index,
+ buy_progress_index)
+ LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index,
+ buy_progress_index,
+ total_datas)
+ cancel_result = FCancelBigNumComputer().need_cancel_for_deal_fast(code, buy_progress_index)
+ if cancel_result[0]:
+ L2TradeDataProcessor.cancel_buy(code, f"F鎾�:{cancel_result[1]}")
- GCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index)
-
- LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index,
- total_datas)
- SecondCancelBigNumComputer().set_transaction_index(
- code,
- buy_progress_index)
- if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
+ SCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
+ buy_progress_index)
HourCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
buy_progress_index)
- # ---------------------------------鍒ゆ柇鏉垮潡鏄惁璺熶笂鏉ヤ簡-------------------------------
- try:
- pass
- # order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)
- # volume_rate = 0
- # volume_info = L2TradeDataProcessor.volume_rate_info.get(code)
- # if volume_info:
- # volume_rate = volume_info[0]
- # need_cancel, msg = UCancelBigNumComputer().need_cancel(code, buy_progress_index, order_begin_pos,
- # kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reason_codes_dict(),
- # volume_rate)
- # if need_cancel:
- # L2TradeDataProcessor.cancel_buy(code, msg)
- except Exception as e:
- logger_debug.exception(e)
- if buy_progress_index_changed:
- # 浜ゆ槗杩涘害鍙樺寲锛屽垽鏂埌鐪熷疄涓嬪崟浣嶇疆鐨勮窛绂�
- real_order_index = SecondCancelBigNumComputer().get_real_place_order_index_cache(code)
- if real_order_index and real_order_index >= buy_progress_index:
-
- total_left_count = 0
- for i in range(buy_progress_index + 1, real_order_index):
- val = total_datas[i]["val"]
- if not L2DataUtil.is_limit_up_price_buy(val):
- continue
- if val["num"] * float(val["price"]) < 5000:
- continue
- left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(
- code, i,
- total_datas,
- local_today_canceled_buyno_map.get(
- code))
- if left_count > 0:
- total_left_count += 1
- if total_left_count <= 3:
- # 褰撴垚浜よ繘搴﹁窛绂荤湡瀹炰笅鍗曚綅缃笉瓒�3绗旀椂鎺ㄩ�佸嵆灏嗘垚浜ょ殑娑堟伅
- push_msg_manager.push_order_almost_deal(code, gpcode_manager.get_code_name(code))
else:
pass
- if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
+ if is_placed_order:
# 瑙﹀彂L鎾や笂閲嶆柊璁＄畻
LCancelBigNumComputer().re_compute_l_up_watch_indexes(code, order_begin_pos.buy_single_index)
+ use_time_list.append(("澶勭悊鎴愪氦杩涘害鐩稿叧鎾�", time.time() - _start_time))
except Exception as e:
logging.exception(e)
hx_logger_l2_debug.exception(e)
finally:
use_time = int((time.time() - __start_time) * 1000)
- if use_time > 10:
- async_log_util.info(hx_logger_l2_upload, f"{code}澶勭悊鎴愪氦鐢ㄦ椂锛歿use_time}")
+ if use_time > 5:
+ async_log_util.info(hx_logger_l2_upload, f"{code}澶勭悊鎴愪氦鐢ㄦ椂锛歿use_time} 璇︽儏:{use_time_list}")
--
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